Option Pricing Python Packages

optopsy

A nimble options research and backtesting library for Python

stochastic-rs

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.

kiyosi

Modern C++23 derivatives pricing with Python bindings: vanilla and exotic options, structured products, Greeks, and CUDA-accelerated Monte Carlo.

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

vanilla-option-pricers

Numba-vectorised Black-Scholes-Merton and Bachelier prices, Greeks, and implied-volatility fits over NumPy arrays for quantitative research pipelines

quantflow

Quantitative finance and derivative pricing

stochvolmodels

Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python

oipd

OIPD computes the probabilities of an asset's future price as implied by the options market.

option-risk-explain

Option Risk Explain is a Python toolkit for equity-option P&L attribution, valuation reconciliation, and risk exception monitoring, with interactive scenario analysis.

quantsbin

Quantitative Finance tools

tse-option

بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)

quant-kernel

A high-performance quantitative finance compute engine for derivatives pricing

derivatives-pricing

A Python library for options pricing and Greeks computation.

financialkit

Quantitative-finance toolkit for learning and teaching: options, fixed income, rates, credit, Monte Carlo, PDE, stochastic volatility, risk, portfolios -- built on numpy/scipy.

optionmc

OptionMC is a Python package for pricing European options using Monte Carlo simulation, featuring variance reduction techniques and educational visualizations. Designed for both quantitative finance practitioners and students learning derivatives pricing.

quantfinlab

A series of jupyter notebook finance projects and a python library for financial computation

jetblack-options

Reference implementations of option pricing formulae in Python

fftoptionlib

FFT-based Option Pricing Methods in Python

riskneutral

A Python library for pricing options under various risk-neutral density assumptions, computing option-implied densities, and extracting model parameters from market data.

vanilla-option-pricing

Stochastic models to price financial options

options-calculator

An intuitive and versatile options library.

tensorquantlib

Comprehensive quantitative finance library with tensor-train compression, autodiff, and stochastic models

tiny-pricing-utils

This repository contains various models and techniques for pricing financial options. The focus is on implementing the Black-Scholes model and some of its extensions (e.g. Heston) , visualizing implied volatility surfaces, and utilizing Monte Carlo simulations for exotic option pricing. PYPI pckg: https://pypi.org/project/tiny-pricing-utils/1.0.3/

quantrs

A small Rust library for quantitative finance.